| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,536.00 |
2,575.00 |
39.00 |
1.5% |
2,574.00 |
| High |
2,585.00 |
2,590.00 |
5.00 |
0.2% |
2,593.50 |
| Low |
2,536.00 |
2,565.75 |
29.75 |
1.2% |
2,502.00 |
| Close |
2,579.50 |
2,587.25 |
7.75 |
0.3% |
2,526.75 |
| Range |
49.00 |
24.25 |
-24.75 |
-50.5% |
91.50 |
| ATR |
36.46 |
35.59 |
-0.87 |
-2.4% |
0.00 |
| Volume |
90 |
179 |
89 |
98.9% |
547 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.75 |
2,644.75 |
2,600.50 |
|
| R3 |
2,629.50 |
2,620.50 |
2,594.00 |
|
| R2 |
2,605.25 |
2,605.25 |
2,591.75 |
|
| R1 |
2,596.25 |
2,596.25 |
2,589.50 |
2,600.75 |
| PP |
2,581.00 |
2,581.00 |
2,581.00 |
2,583.25 |
| S1 |
2,572.00 |
2,572.00 |
2,585.00 |
2,576.50 |
| S2 |
2,556.75 |
2,556.75 |
2,582.75 |
|
| S3 |
2,532.50 |
2,547.75 |
2,580.50 |
|
| S4 |
2,508.25 |
2,523.50 |
2,574.00 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.25 |
2,762.50 |
2,577.00 |
|
| R3 |
2,723.75 |
2,671.00 |
2,552.00 |
|
| R2 |
2,632.25 |
2,632.25 |
2,543.50 |
|
| R1 |
2,579.50 |
2,579.50 |
2,535.25 |
2,560.00 |
| PP |
2,540.75 |
2,540.75 |
2,540.75 |
2,531.00 |
| S1 |
2,488.00 |
2,488.00 |
2,518.25 |
2,468.50 |
| S2 |
2,449.25 |
2,449.25 |
2,510.00 |
|
| S3 |
2,357.75 |
2,396.50 |
2,501.50 |
|
| S4 |
2,266.25 |
2,305.00 |
2,476.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,590.00 |
2,502.00 |
88.00 |
3.4% |
37.50 |
1.5% |
97% |
True |
False |
143 |
| 10 |
2,677.00 |
2,502.00 |
175.00 |
6.8% |
41.50 |
1.6% |
49% |
False |
False |
104 |
| 20 |
2,694.25 |
2,502.00 |
192.25 |
7.4% |
36.25 |
1.4% |
44% |
False |
False |
74 |
| 40 |
2,830.00 |
2,502.00 |
328.00 |
12.7% |
31.75 |
1.2% |
26% |
False |
False |
55 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.4% |
22.00 |
0.9% |
25% |
False |
False |
37 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.4% |
17.00 |
0.7% |
25% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,693.00 |
|
2.618 |
2,653.50 |
|
1.618 |
2,629.25 |
|
1.000 |
2,614.25 |
|
0.618 |
2,605.00 |
|
HIGH |
2,590.00 |
|
0.618 |
2,580.75 |
|
0.500 |
2,578.00 |
|
0.382 |
2,575.00 |
|
LOW |
2,565.75 |
|
0.618 |
2,550.75 |
|
1.000 |
2,541.50 |
|
1.618 |
2,526.50 |
|
2.618 |
2,502.25 |
|
4.250 |
2,462.75 |
|
|